Sumários
Maximum likelihood (ML) estimators
10 maio 2011, 09:30 • Pedro Manuel Quintas Aguiar
MLE for transformed parameters. MLE for parameter vectors. Problems.
Maximum likelihood (ML) estimators
5 maio 2011, 11:00 • Pedro Manuel Quintas Aguiar
Definition of the ML estimator (MLE). Finding the MLE. MLE for signals in white Gaussian noise and relation to LS. Properties of the MLE.